-8.2%
NVO vs SPYM
+14.7%
-22.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +3.3% |
| 7D | +10.2% | -0.7% | +10.9% | +10.8% |
| 30D | +12.4% | -1.1% | +13.4% | +13.4% |
| 3M | -3.5% | -0.3% | -3.2% | -3.4% |
| 6M | -3.8% | +7.3% | -11.1% | -14.6% |
| YTD | -13.0% | +13.4% | -26.4% | -27.2% |
| 1Y | -8.2% | +14.8% | -23.0% | -24.0% |
| All | -8.2% | +14.7% | -22.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling